Anic Equity¶

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Total return since start: 0.706 %¶

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Equity now: -----------------------------> 52102.83 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47934.5 Kr¶

PnL: ---------------------------------------> -992.0 Kr¶

DD now: ---------------------------------> -1.915 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 16:38:53.729402'

Anic Portfolio¶

Today¶

Return: -0.408 %¶

This Week¶

Return: -0.408 %¶

Total portfolio value¶

Return including deposits: 70.571 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 4.370000 2365.000000 176.000000 8.040000 2189.000000
Xvivo Perfusion 3 2.630000 879.000000 34.000000 4.020000 845.000001
Svolder B 35 1.950000 2198.000000 24.500000 1.130000 2173.500000
SynAct Pharma 9 -0.930000 667.800000 22.800000 3.530000 645.000003
BHG Group 49 -5.130000 661.010000 22.010000 3.440000 638.999984
Biotage 4 0.970000 624.400000 21.400000 3.550000 603.000000
Addtech B 3 2.220000 718.800000 18.800000 2.690000 699.999999
Eastnine 6 -2.430000 673.200000 16.200000 2.470000 657.000000
Vitrolife 3 2.440000 692.100000 15.100000 2.230000 677.000001
Indutrade 5 1.450000 1329.500000 9.500000 0.720000 1320.000000
Embracer Group B 26 -0.600000 670.020000 8.020000 1.210000 661.999988
Addnode Group B 6 1.200000 758.400000 6.400000 0.850000 751.999998
Sdiptech B 3 -0.110000 828.300000 6.300000 0.770000 822.000000
Nolato B 12 -0.730000 653.400000 5.400000 0.830000 648.000000
Fortnox 10 3.990000 672.800000 4.800000 0.720000 668.000000
Latour B 2 1.750000 453.800000 4.800000 1.070000 449.000000
NCC B 7 -0.740000 653.800000 -0.200000 -0.030000 653.999997
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Volati 5 -3.880000 570.000000 -4.000000 -0.700000 574.000000
Sampo Oyj SDB 1 -0.400000 500.000000 -5.000000 -0.990000 505.000000
Lime Technologies 2 -1.350000 586.000000 -7.000000 -1.180000 593.000000
Investor B 3 0.630000 649.650000 -8.350000 -1.270000 657.999999
SCA A 4 -0.140000 589.600000 -9.400000 -1.570000 599.000000
Humana 40 2.990000 662.400000 -11.600000 -1.720000 674.000000
BONESUPPORT HOLDING 10 -1.700000 1212.000000 -12.000000 -0.980000 1224.000000
Balco Group 39 -1.470000 1833.000000 -42.000000 -2.240000 1874.999997
Creades A 7 1.550000 550.200000 -60.800000 -9.950000 610.999998
Lundin Gold 7 0.310000 912.800000 -61.200000 -6.280000 973.999999
Ambea 68 0.500000 2471.120000 -65.880000 -2.600000 2537.000032
Investor A 16 0.510000 3473.600000 -71.400000 -2.010000 3545.000000
New Wave B 40 -1.240000 3771.600000 -144.400000 -3.690000 3916.000000
Gaming Innovation Group 161 0.000000 4041.100000 -146.900000 -3.510000 4187.999942
Sedana Medical 135 -5.790000 4174.200000 -156.800000 -3.620000 4330.999935
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.340000 2571.500000 -395.500000 -13.330000 2966.999993
TOTAL 47934.500000 -992.000000 -1.9155% 48926.499863

Updated:¶

'2023-06-13 16:39:11.321710'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶